【作者】 李明辉； 刘莉亚； 黄叶苨；

【Author】 LI Minghui;LIU Liya;HUANG Yeni;

【机构】 华东师范大学经济学院金融学系； 上海财经大学金融学院；

【摘要】 本文基于2000-2014年期间中国102家商业银行的微观数据,采用动态面板模型分别从银行负债融资成本、贷款信用风险、贷款资产收益率、其它盈利资产收益率、生息资产盈利能力和单位资产盈利水平这六个角度实证检验了巴塞尔协议Ⅲ中的长期结构流动性监管指标——净稳定融资比率对我国商业银行的影响。研究结论表明:(1)净稳定融资比率的提高显著提升了我国银行的负债融资成本,降低了银行的贷款信用风险;(2)净稳定融资比率的提高会降低银行的贷款资产收益率,提升其它盈利资产收益率水平,不能显著提升银行生息资产的盈利能力;(3)总体而言,净稳定融资比率的提高增加了银行单位资产盈利水平。更多还原

【Abstract】 Based on the data from102 Chinese commercial banks during 2000-2014, we empirically test the effects of Net Stable Funding Ratio(NSFR, medium and long termliqudity regulatory index of Basel III) on funding costs, loan credit risks, interest income on gross loans, income on other earning assets, net interest margin and return on assets using dynamic panel model. Conclusions showed that:(1) increased levels of NSFR can significantly raise the funding costs of China’s commercial banks, but reduce the loan credit risk;(2) increased level of NSFR will reduce the return on loans, but will increase the income of per unit other earning assets. However, the effect of NSFR on the net interest margin is insignificant;(3) in all, increased level of NSFRleads to increased level of return on assets.更多还原